'09 MacBook Pro w/ External Monitor

I own a late 2009 MacBook Pro, and to run some games I have a boot camp partition and I just close the MacBook and use the external monitor solely. This works fine most of the time, but for some reason on some games like Left4Dead 2, the MacBook puts itself to sleep and I have to open it up, press the power button, and close it again to get back in the game. This happens every 10 minutes or so and it's extremely frustrating.

I'd like to emphasize that this problem does NOT occur during normal non-fullscreen use.

I plan on using an external screen, and keyboard in the near future, and your question is something i wanted to know too, can the MBP be closed, and still run fully without going to sleep. Hope someone knows for sure. maybe its a sleep timer you need to adjust?